Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.703 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52005.83 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47882.76 Kr¶

PnL: ---------------------------------------> -1049.24 Kr¶

DD now: ---------------------------------> -2.098 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 12:08:29.670010'

Anic Portfolio¶

Today¶

Return: -0.133 %¶

This Week¶

Return: -0.593 %¶

Total portfolio value¶

Return including deposits: 70.254 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 4.550000 686.980000 47.980000 7.510000 638.999984
Vitrolife 3 2.080000 706.800000 29.800000 4.400000 677.000001
Biotage 4 1.350000 632.400000 29.400000 4.880000 603.000000
Xvivo Perfusion 3 -1.020000 873.000000 28.000000 3.310000 845.000001
Embracer Group B 26 1.790000 686.660000 24.660000 3.730000 661.999988
Volati 5 2.790000 589.000000 15.000000 2.610000 574.000000
SynAct Pharma 9 0.000000 657.900000 12.900000 2.000000 645.000003
Addtech B 3 -0.340000 712.800000 12.800000 1.830000 699.999999
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
Fortnox 10 0.060000 676.800000 8.800000 1.320000 668.000000
NCC B 7 0.850000 662.200000 8.200000 1.250000 653.999997
Humana 40 2.290000 677.600000 3.600000 0.530000 674.000000
Latour B 2 -0.620000 449.200000 0.200000 0.040000 449.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Svolder B 35 -0.720000 2177.000000 -2.000000 -0.090000 2179.000005
SCA A 4 1.090000 594.400000 -4.600000 -0.770000 599.000000
Indutrade 5 -1.020000 1315.000000 -5.000000 -0.380000 1320.000000
Sdiptech B 3 -1.160000 814.800000 -7.200000 -0.880000 822.000000
Addnode Group B 6 -2.130000 744.000000 -8.000000 -1.060000 751.999998
Nolato B 12 -1.200000 639.600000 -8.400000 -1.300000 648.000000
Sampo Oyj SDB 1 -0.900000 494.000000 -11.000000 -2.180000 505.000000
Investor B 3 -0.580000 645.000000 -13.000000 -1.980000 657.999999
BONESUPPORT HOLDING 10 -0.080000 1209.000000 -15.000000 -1.230000 1224.000000
Gaming Innovation Group 161 0.390000 4161.850000 -26.150000 -0.620000 4187.999942
Lime Technologies 2 -4.290000 558.000000 -35.000000 -5.900000 593.000000
Ambea 68 0.770000 2484.720000 -52.280000 -2.060000 2537.000032
Creades A 7 -0.570000 545.650000 -65.350000 -10.700000 610.999998
Lundin Gold 7 -0.920000 908.600000 -65.400000 -6.710000 973.999999
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.880000 3435.200000 -109.800000 -3.100000 3545.000000
New Wave B 40 -0.120000 3755.600000 -160.400000 -4.100000 3916.000000
Sedana Medical 135 0.590000 4158.000000 -173.000000 -3.990000 4330.999935
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 47882.760000 -1049.240000 -2.0981% 48931.999868

Updated:¶

'2023-06-14 12:08:46.077265'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶